| Range | Return | Sharpe | Win% | Ave | Ave+ | Ave- | Max- | Underwater | Days % |
|---|---|---|---|---|---|---|---|---|---|
| 20 | 3 | 1.1 | 45 | 1 | 12 | (8) | (17) | (1) | 100 |
| 60 | 12 | 3.6 | 60 | 4 | 16 | (11) | (58) | (1) | 100 |
| 120 | 13 | 3.3 | 53 | 5 | 22 | (13) | (58) | (1) | 98 |
| 250 | 28 | 4.1 | 60 | 11 | 29 | (16) | (91) | (1) | 99 |
| 500 | 40 | 6 | 65 | 15 | 35 | (18) | (107) | (2) | 99 |
| 760 | 40 | 6.4 | 65 | 16 | 34 | (16) | (107) | (2) | 99 |
| 1260 | 32 | 5.5 | 63 | 12 | 30 | (16) | (107) | (2) | 99 |
| 2520 | 40 | 5.7 | 64 | 16 | 35 | (18) | (171) | (2) | 99 |
| All | 31 | 5.2 | 62 | 12 | 31 | (17) | (171) | (4) | 98 |
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | R | Sharpe | Win% | Trades | MaxLoss | UW | Max | Ave |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Avg | 4.1 | 2.9 | 2.9 | 2 | 2.4 | 3.3 | 3.5 | 1.7 | 1.8 | 2.1 | 3.6 | 3.5 | 33.8 | 5.7 | 63.4 | 261 | (0.9) | (1.5) | 2.1 | 1 |
| 2017 | 1.5 | 0.7 | 1.7 | (0.1) | 0.7 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4.5 | 3.4 | 54.3 | 93 | (0.6) | (1) | 1.6 | 0.8 |
| 2016 | 6.3 | 9 | 4.2 | 3 | 1.7 | 7.8 | 3.8 | 1.4 | 1.2 | 2.4 | 5.7 | 0.8 | 47.3 | 6 | 66.3 | 261 | (1.1) | (1.5) | 2.3 | 1 |
| 2015 | 9 | 1.3 | 5.1 | 2.7 | 3.3 | 1.3 | 7.5 | 5.9 | 2.2 | 1.4 | 4.7 | 3.8 | 48.2 | 7.5 | 66.7 | 261 | (0.9) | (1.6) | 2.4 | 1.1 |
| 2014 | 1.1 | 1.1 | 2.6 | 0.7 | 1 | 0.9 | 0.2 | 0 | 3.2 | 4.3 | 2.4 | 11.3 | 28.8 | 5.9 | 62.3 | 261 | (0.8) | (1) | 2.2 | 1.1 |
| 2013 | 1.6 | 1.8 | 1.7 | 3.3 | 2.2 | 4.1 | 3.4 | (0.4) | 1.2 | 0.1 | 2.9 | (0.1) | 21.8 | 3.8 | 58.6 | 261 | (0.9) | (2.3) | 2 | 0.8 |
| 2012 | 2.6 | 1.5 | 1.1 | 0.2 | 3.8 | 2.5 | 2.6 | 1.5 | 1.1 | 2.3 | 2.1 | 1.5 | 22.8 | 5.4 | 62.9 | 261 | (0.8) | (1.1) | 1.9 | 0.9 |
| 2011 | 1.3 | 1.6 | 1.8 | 3.4 | 2.4 | 1.7 | 1.6 | 3.7 | 7.1 | 4.9 | 3.5 | 4.2 | 37.2 | 5.9 | 60.5 | 260 | (0.8) | (1.3) | 2.2 | 0.9 |
| 2010 | 1 | 1.1 | 2.2 | 1.3 | 6.5 | 2.3 | 2.8 | 1.5 | 2.1 | 2.1 | 0.9 | 4.4 | 28.2 | 5.7 | 64.6 | 261 | (1.2) | (2.1) | 1.8 | 0.7 |
| 2009 | 10.7 | 6.1 | 3.2 | 5.2 | 4.2 | 4.3 | 4.4 | 3.5 | 2.9 | 3.5 | 3 | 4.5 | 55.5 | 7.4 | 69.3 | 261 | (1.2) | (2) | 2.4 | 0.8 |
| 2008 | 1.8 | 4.2 | 3.3 | 5.2 | 2.8 | 1.2 | 4.4 | 7.9 | 7.9 | 26 | 16.3 | 14.1 | 95.1 | 7.1 | 68.3 | 262 | (1.7) | (1.9) | 2.2 | 1 |
| 2007 | (0.3) | 1.8 | 0.2 | 1.2 | 0.8 | 2 | 1.8 | 1.9 | 4.4 | 2.9 | 4.3 | 1.9 | 22.9 | 5.4 | 63.8 | 261 | (0.8) | (1.8) | 1.8 | 0.8 |
| 2006 | 2.7 | 2.5 | 2.9 | 3.5 | 0.7 | 3.4 | 0.3 | 1 | 3.5 | 1.9 | 0 | 0.8 | 23.2 | 4.8 | 61.1 | 260 | (0.9) | (1.5) | 1.3 | 0.7 |
| 2005 | (0.2) | 1.5 | 0.9 | 0.4 | 2.4 | 1.8 | 0 | (0.1) | 1.7 | 0.8 | 2.1 | 1.2 | 12.5 | 2.9 | 58 | 260 | (0.9) | (1.9) | 1.5 | 0.8 |
| 2004 | 1.5 | 0.4 | 2.5 | 2.1 | 3.4 | 0.6 | 1.2 | 1.6 | 1.3 | 2.4 | 2.6 | 3.8 | 23.4 | 5.3 | 65.1 | 262 | (0.8) | (1.3) | 1.5 | 0.7 |
| 2003 | 3.4 | 2.2 | 4.1 | 5.1 | 3.1 | 2.1 | 1.8 | 1.1 | 1.5 | 3.6 | 1 | 2.5 | 31.5 | 6.4 | 64.1 | 261 | (0.5) | (1) | 1.4 | 0.7 |
| 2002 | 2.1 | (0.5) | 3.6 | 0.3 | 2 | (1.7) | 1.9 | 2.1 | 1.5 | 2 | 1.5 | 0.5 | 15.3 | 3.1 | 56.1 | 261 | (0.9) | (2.4) | 1.7 | 0.7 |
| 2001 | 2.4 | 0.5 | 0.2 | 3.1 | 1.9 | 1.4 | 1.6 | 3 | 3.6 | 2 | 3.7 | 3.9 | 27.3 | 5.2 | 60.6 | 261 | (1.4) | (1.5) | 1.8 | 0.7 |
| 2000 | 0.8 | 3.5 | 0.2 | 1.8 | 2.9 | 2.6 | 0.1 | 1.3 | 1.1 | (2.2) | (0.2) | 5.6 | 17.5 | 3.3 | 54.3 | 258 | (1) | (3.7) | 1.3 | 0.7 |